+4,330.7%
KLAC vs MET
+1,269.7%
+3,060.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.7% |
| 7D | +10.6% | +1.1% | +9.4% | +10.0% |
| 30D | -4.5% | -2.3% | -2.2% | -3.7% |
| 3M | -10.3% | +13.9% | -24.1% | -15.5% |
| 6M | +40.9% | +34.8% | +6.1% | +23.7% |
| YTD | +56.1% | +23.5% | +32.6% | +41.6% |
| 1Y | +109.0% | +23.4% | +85.6% | +89.2% |
| 3Y | +288.8% | +64.9% | +224.0% | +211.4% |
| 5Y | +489.1% | +82.0% | +407.1% | +352.7% |
| 10Y | +3,041.8% | +244.4% | +2,797.4% | +1,735.1% |
| All | +4,330.7% | +1,269.7% | +3,060.9% | +1,623.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling